Simulations of Some Random Fields

 

α=0.3
α=0.5
α=0.7
α=1


α=1.1
α=1.5
α=1.7
α=1.8


α=1.9
α=2.0
α=1
α=1


α=1.9
α=2
α=2
α=2


An avi movie of dynamical random walk, scaled to simulate the Ornstein-Uhlenbeck process on Wiener space. (1.35 GB!) This movie uses MatLab software written in 2004 by David A. Levin. Its little cousin is smaller (67.3 MB).




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